When seeking to understand your customers as completely as possible, all of this data would seem to be a good thing. And for the most part, it is. But as any database administrator will tell you, the more data that your analytics systems must review, the more difficult it is to find any particular answer. To be fair, the more data it has to review, the more likely the final answer will be more accurate. But it will still take more time. Also, the more data to be reviewed, the more misleading or inaccurate data that is likely to exist.
Think of it like a police investigation. Having 500 pieces of evidence is going to make for a much better case, but it is still going to take a lot more effort to review.